Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CGAVX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INVESTOR CLASS) | NA | -30.55% | -12.13% | -7.91% | NA | NA | NA | … | … |
Data as of 07/20/2020, Common starting date is 02/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGAVX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INVESTOR CLASS) | 02/01/2011 | 07/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | -30.55 | -12.13 | -7.91 | NA | NA | NA | … | … | -27.97 | -16.05 | 8.86 | -8.32 | 11.03 | -5.44 | -0.28 | 12.00 | -3.85 | 9.38 |
| Sharpe Ratio | NA | -2.56 | -1.27 | -0.92 | NA | NA | NA | … | … | -3.11 | -2.16 | 0.70 | -1.31 | 1.34 | -0.83 | -0.05 | 1.80 | -0.53 | 1.16 |
| Standard Deviation(%) | NA | 12.14 | 10.44 | 9.37 | NA | NA | NA | … | … | 14.61 | 8.08 | 10.73 | 6.84 | 8.03 | 6.61 | 5.99 | 6.67 | 7.39 | 8.81 |
| Draw Down(%) | NA | 31.50 | 42.69 | 42.69 | NA | NA | NA | … | … | 28.95 | 20.55 | 8.38 | 14.08 | 4.51 | 9.20 | 4.73 | 3.97 | 7.82 | 5.64 |
| Yield(%) | 0.00 | 0.00 | 3.29 | 4.43 | 3.31 | 2.21 | 1.66 | … | … | 0.00 | 0.00 | 9.56 | 0.00 | 10.84 | 3.32 | 0.00 | 4.15 | 2.44 | 3.95 |
Data as of 07/20/2020, Common starting date is 02/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGAVX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INVESTOR CLASS) |
-12.00%
Jun 2017 – Jun 2020 |
-7.81%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGAVX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INVESTOR CLASS) |
5.38%
Mar 2011 – Mar 2014 |
3.07%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart